Brightspire Capital Stock Alpha and Beta Analysis
| BRSP Stock | USD 6.23 0.05 0.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Brightspire Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Brightspire Capital over a specified time horizon. Remember, high Brightspire Capital's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Brightspire Capital's market risk premium analysis include:
Beta 1.05 | Alpha 0.0931 | Risk 2.81 | Sharpe Ratio 0.0633 | Expected Return 0.18 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Brightspire |
Brightspire Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Brightspire Capital market risk premium is the additional return an investor will receive from holding Brightspire Capital long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Brightspire Capital. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Brightspire Capital's performance over market.| α | 0.09 | β | 1.05 |
Brightspire Capital expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Brightspire Capital's Buy-and-hold return. Our buy-and-hold chart shows how Brightspire Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Brightspire Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Brightspire Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Brightspire Capital shares will generate the highest return on investment. By understating and applying Brightspire Capital stock market price indicators, traders can identify Brightspire Capital position entry and exit signals to maximize returns.
Brightspire Capital Return and Market Media
The median price of Brightspire Capital for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 5.65 with a coefficient of variation of 5.6. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 5.72, and mean deviation of 0.27. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 323,452 Shares in BrightSpire Capital, Inc. Purchased by State of New Jersey Common Pension Fund D - MarketBeat | 09/24/2024 |
2 | Acquisition by Tangen Darren J. of 90000 shares of Brightspire Capital at 11.72 subject to Rule 16b-3 | 10/03/2024 |
3 | BrightSpire Capital Inc Q2 2024 Earnings Call Highlights Navigating Challenges and ... | 10/09/2024 |
| Brightspire Capital dividend paid on 15th of October 2024 | 10/15/2024 |
4 | Is the Options Market Predicting a Spike in BrightSpire Capital Stock | 10/23/2024 |
5 | BrightSpire Capital Inc Q3 2024 Earnings EPS of 0. ... | 10/29/2024 |
6 | Q3 2024 Brightspire Capital Inc Earnings Call Transcript | 10/31/2024 |
7 | Acquisition by Traenkle Kevin P. of 11000 shares of Brightspire Capital at 13.05 subject to Rule 16b-3 | 11/21/2024 |
About Brightspire Capital Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Brightspire or other stocks. Alpha measures the amount that position in Brightspire Capital has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2024 (projected) | Dividend Yield | 0.0394 | 0.0733 | Price To Sales Ratio | 4.08 | 2.29 |
Brightspire Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Brightspire Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Brightspire Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Brightspire Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Brightspire Capital. Please utilize our Beneish M Score to check the likelihood of Brightspire Capital's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Brightspire Stock Analysis
When running Brightspire Capital's price analysis, check to measure Brightspire Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Brightspire Capital is operating at the current time. Most of Brightspire Capital's value examination focuses on studying past and present price action to predict the probability of Brightspire Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Brightspire Capital's price. Additionally, you may evaluate how the addition of Brightspire Capital to your portfolios can decrease your overall portfolio volatility.